-54.0%
USAR vs S
+37.8%
-91.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.5% |
| 7D | -9.1% | +1.4% | -10.5% | -9.4% |
| 30D | -36.9% | -10.8% | -26.1% | -34.6% |
| 3M | -58.4% | +5.4% | -63.8% | -59.1% |
| 6M | -70.6% | +41.2% | -111.9% | -73.7% |
| YTD | -33.4% | +56.2% | -89.6% | -42.5% |
| 1Y | -54.0% | +36.3% | -90.3% | -57.3% |
| All | -54.0% | +37.8% | -91.9% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling